Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106)

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Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
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    Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (English)
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    28 August 2009
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    efficiency
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    efficiency bounds
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    instrumental variables
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    optimal instrument
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    stationary time series
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